Trading Metrics calculated at close of trading on 17-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
13,170.80 |
13,135.17 |
-35.63 |
-0.3% |
13,154.89 |
High |
13,190.41 |
13,244.33 |
53.92 |
0.4% |
13,329.44 |
Low |
13,118.46 |
13,134.63 |
16.17 |
0.1% |
13,118.46 |
Close |
13,135.01 |
13,235.39 |
100.38 |
0.8% |
13,135.01 |
Range |
71.95 |
109.70 |
37.75 |
52.5% |
210.98 |
ATR |
117.70 |
117.13 |
-0.57 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,533.88 |
13,494.34 |
13,295.73 |
|
R3 |
13,424.18 |
13,384.64 |
13,265.56 |
|
R2 |
13,314.48 |
13,314.48 |
13,255.50 |
|
R1 |
13,274.94 |
13,274.94 |
13,245.45 |
13,294.71 |
PP |
13,204.78 |
13,204.78 |
13,204.78 |
13,214.67 |
S1 |
13,165.24 |
13,165.24 |
13,225.33 |
13,185.01 |
S2 |
13,095.08 |
13,095.08 |
13,215.28 |
|
S3 |
12,985.38 |
13,055.54 |
13,205.22 |
|
S4 |
12,875.68 |
12,945.84 |
13,175.06 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,827.24 |
13,692.11 |
13,251.05 |
|
R3 |
13,616.26 |
13,481.13 |
13,193.03 |
|
R2 |
13,405.28 |
13,405.28 |
13,173.69 |
|
R1 |
13,270.15 |
13,270.15 |
13,154.35 |
13,232.23 |
PP |
13,194.30 |
13,194.30 |
13,194.30 |
13,175.34 |
S1 |
13,059.17 |
13,059.17 |
13,115.67 |
13,021.25 |
S2 |
12,983.32 |
12,983.32 |
13,096.33 |
|
S3 |
12,772.34 |
12,848.19 |
13,076.99 |
|
S4 |
12,561.36 |
12,637.21 |
13,018.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,329.44 |
13,118.46 |
210.98 |
1.6% |
107.42 |
0.8% |
55% |
False |
False |
|
10 |
13,329.44 |
12,923.44 |
406.00 |
3.1% |
99.49 |
0.8% |
77% |
False |
False |
|
20 |
13,329.44 |
12,590.23 |
739.21 |
5.6% |
114.22 |
0.9% |
87% |
False |
False |
|
40 |
13,545.49 |
12,471.49 |
1,074.00 |
8.1% |
135.80 |
1.0% |
71% |
False |
False |
|
60 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
126.61 |
1.0% |
64% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
121.52 |
0.9% |
64% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
9.0% |
120.50 |
0.9% |
64% |
False |
False |
|
120 |
13,661.87 |
12,450.17 |
1,211.70 |
9.2% |
126.06 |
1.0% |
65% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,710.56 |
2.618 |
13,531.52 |
1.618 |
13,421.82 |
1.000 |
13,354.03 |
0.618 |
13,312.12 |
HIGH |
13,244.33 |
0.618 |
13,202.42 |
0.500 |
13,189.48 |
0.382 |
13,176.54 |
LOW |
13,134.63 |
0.618 |
13,066.84 |
1.000 |
13,024.93 |
1.618 |
12,957.14 |
2.618 |
12,847.44 |
4.250 |
12,668.41 |
|
|
Fisher Pivots for day following 17-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
13,220.09 |
13,220.74 |
PP |
13,204.78 |
13,206.09 |
S1 |
13,189.48 |
13,191.44 |
|